Search Results - subject:"disposition eﬀect"

Prospect theory and disposition patterns: evidence from Taiwan investors

Kuo, Min‐Hua; Chen, Shaw K. - In: Studies in Economics and Finance 29 (2012) 1, pp. 43-51

demonstrate the disposition effect (DE). This study highlights that, when the disposition measure is defined by the stock price … disposition effect and the pattern of the symmetry over gains and losses. Design/methodology/approach – To show that the … disposition effect is only one of the disposition patterns under the preference of PT, as part of this study the authors apply the …

Persistent link: https://www.econbiz.de/10015013647

Prospect theory and disposition patterns: evidence from Taiwan investors

Kuo, Min-Hua; Chen, Shaw K. - In: Studies in Economics and Finance 29 (2012) March, pp. 43-51

Persistent link: https://www.econbiz.de/10010551621

Realization utility

Barberis, Nicholas; Xiong, Wei - In: Journal of financial economics 104 (2012) 2, pp. 251-271

Persistent link: https://www.econbiz.de/10009621169

A detailed investigation of the disposition effect and individual trading behavior : a panel survival approach

Nolte, Ingmar - In: The European journal of finance 18 (2012) 9/10, pp. 885-919

Persistent link: https://www.econbiz.de/10009691775

Prospect theory and disposition patterns : evidence from Taiwan investors

Kuo, Min-hua; Chen, Shaw-kuan - In: Studies in economics and finance 29 (2012) 1, pp. 43-51

Persistent link: https://www.econbiz.de/10009541725

What Drives Home Bias? : Evidence from Fund Managers' Views

Lütje, Torben; Menkhoff, Lukas - 2004

A survey of fund managers reveals home bias for these sophisticated investors in an unrestricted setting. Proximity, perceived informational advantage and higher expected returns are confirmed as accompanying factors. In addition, the home bias of equity managers is also related to...

Persistent link: https://www.econbiz.de/10010262922

Experts Online : An Analysis of Trading Activity in a Public Internet Chat Room

Mizrach, Bruce; Zhang Weerts, Susan - 2004

We analyze the trading activity in an Internet chat room with approximately 1,300 participants. Traders make posts in real time about their activities. We find these traders are more skilled than retail investors analyzed in other studies. 55% make profits after transaction costs, and they earn...

Persistent link: https://www.econbiz.de/10010277178

What Drives Home Bias? Evidence from Fund Managers Views

Lütje, Torben; Menkhoff, Lukas - Wirtschaftswissenschaftliche Fakultät, Leibniz … - 2004

Persistent link: https://www.econbiz.de/10005464732

Reference-Point Formation and Updating

Baucells, Manel; Weber, Martin; Welfens, Frank - In: Management Science 57 (2011) 3, pp. 506-519

Reference-dependent preferences have been well accepted in decision sciences, experimental economics, behavioral finance, and marketing. However, we still know very little about how decision makers form and update their reference points given a sequence of information. Our paper provides some...

Persistent link: https://www.econbiz.de/10009214095

Does overconfidence harm individual investors? : an empirical analysis of the Taiwanese market

Ho, Chi Ming - In: Asia-Pacific journal of financial studies 40 (2011) 5, pp. 658-682

Persistent link: https://www.econbiz.de/10009566678